+514.0%
NOW vs CDW
+312.7%
+201.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.2% | +2.0% |
| 7D | +0.3% | +9.3% | -9.1% | -5.0% |
| 30D | -27.0% | +14.4% | -41.3% | -33.3% |
| 3M | -19.6% | +21.4% | -41.1% | -29.7% |
| 6M | +17.5% | +72.8% | -55.3% | -16.9% |
| YTD | -33.3% | +28.0% | -61.3% | -45.1% |
| 1Y | -39.8% | +19.3% | -59.2% | -48.4% |
| 3Y | -19.9% | -15.3% | -4.6% | -18.8% |
| 5Y | -26.1% | -3.8% | -22.3% | -31.3% |
| All | +514.0% | +312.7% | +201.3% | +184.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CDW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling